Preheat the oven to 200C/185C Fan/Gas 6. Wash the potatoes well, dry them and prick several times with a fork. Pour some olive oil into your hands and rub over the potatoes. Make four small mounds of sea salt on a baking tray and sit a potato on each one. Bake for 50 minutes–1 hour, or until crispy and cooked.
Meanwhile, for the filling, put the milk, garlic and bay in a saucepan, season and bring to a simmer. Add the cod and cook gently for 4 minutes, then remove from the heat. Lift out the cod using a slotted spoon and place on a plate. Pour the milk mixture into a jug.
Let the potatoes cool slightly, then cut them in half lengthways. Scoop out the flesh and put it in a bowl. Flake the cod and add to the potato. Mix in the parsley. Add 150ml/5fl oz of the milk and mash using a potato masher. Add a little more milk if the mixture is too stiff, but don’t let it become sloppy.
Spoon the flesh back into the potato skins and scatter the cheese on top. Place on a baking tray and bake for 25 minutes, or until piping hot and golden.
Serve immediately, drizzled with a little olive oil, with lemon wedges and watercress.